Quant Developer – Futures Alert System

About the role

We are looking for a Quant Developer to design, build, and maintain a real‑time alert system for futures trading across intraday, swing, and overnight timeframes. The system will translate a defined playbook of VWAP, volume profile, and order‑flow conditions into clean trade signals with pre‑calculated stop‑loss and take‑profit levels, and deliver them via Telegram and Discord.

Key responsibilities

• Convert discretionary setups into reproducible, rule‑based logic and backtest each strategy across multiple market regimes.
• Report honest performance metrics (win rate, average R, max drawdown, sample size) and promote only setups that survive out‑of‑sample testing.
• Build and operate the live alert pipeline: ingest market data, evaluate conditions tick‑by‑tick, compute entry/stop/target, and push alerts with defensible latency.
• Maintain dashboards that compare live performance with backtest results to detect drift early.

Required profile

• Proven experience developing quantitative tools for futures or other high‑frequency markets.
• Strong understanding of market microstructure, indicator engineering, and order‑flow data.
• Disciplined backtesting and validation practice, including walk‑forward testing and realistic slippage modeling.
• Ability to implement risk models, including ATR‑based or fixed‑R stop‑loss/take‑profit and position‑sizing logic.

Required skills

• Python (production‑grade), pandas, NumPy, asyncio.
• Experience with vectorbt, backtrader, or custom event‑driven backtesting frameworks.
• Implementation of VWAP (session, overnight, anchored), volume profile (POC, value area, HVN/LVN), and cumulative volume delta.
• Parsing depth‑of‑market and footprint data; familiarity with Bookmap, Sierra Chart, Rithmic, CQG, Databento or similar L2 feeds.
• Walk‑forward testing, train/test splits, slippage and commission modeling.
• Risk model coding (ATR, structure‑based, fixed‑R) and position‑sizing logic.
• Telegram bot development and Discord webhook integration with retry, deduplication, and clean formatting.
• n8n workflow automation (strong plus).